An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models

DOI10.1080/00207721.2016.1186243zbMath1358.93176OpenAlexW2408091709MaRDI QIDQ2974195

Dongya Zhao, Quanmin Zhu, Ding-Li Yu

Publication date: 6 April 2017

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: http://researchonline.ljmu.ac.uk/id/eprint/7302/1/M%3A%5CMy%20Documents%5CMy%20Work%5CAcademic%5CPublished%20Papers%5CZhu-Quan-2016-submitted.pdf

zbMATH Keywords

parameter estimationKalman filtersimulationsrecursive algorithmsdata driven modelingNARMAX modelsnonlinear rational models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule ⋮ A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace ⋮ A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems ⋮ Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems ⋮ Improved gradient descent algorithms for time-delay rational state-space systems: intelligent search method and momentum method ⋮ The Nesterov accelerated gradient algorithm for auto-regressive exogenous models with random lost measurements: interpolation method and auxiliary model method ⋮ Control of complex nonlinear dynamic rational systems ⋮ Parameter identification of ARX models based on modified momentum gradient descent algorithm ⋮ Maximum likelihood based identification methods for rational models ⋮ Hierarchical parameter and state estimation for bilinear systems ⋮ Parameter estimation for a special class of nonlinear systems by using the over-parameterisation method and the linear filter ⋮ Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation

Cites Work

• Recursive least squares parameter estimation for a class of output nonlinear systems based on the model decomposition
• A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
• State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
• Online stochastic convergence analysis of the Kalman filter
• Development of omni-directional correlation functions for nonlinear model validation
• An implicit least squares algorithm for nonlinear rational model parameter estimation
• Nonlinear System Identification
• Rational model identification using an extended least-squares algorithm
• Nonlinear model validation using correlation tests
• Stochastic stability of the discrete-time extended Kalman filter
• Model validation tests for multivariable nonlinear models including neural networks
• Recursive Identification and Parameter Estimation

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